A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The

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A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The risk-free rate is 6%. An investor has the mean-variance utility function. Which value of the risk aversion coefficient makes this investor indifferent between the risky portfolio and the risk-free asset?

Posted Date: Jun 09, 2024 04:46 PM

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A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The

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